Cumulative Return Tables:

Notable Observations and Trends:

Investors have been extremely defensive in recent trading as evidenced by Utilities, Bonds, and Precious Metals making the top 3 performers over the last 21, and 10 day periods.

Only one composite has had positive cumulative returns over the last 252 days - Treasury Yields. If you're a long investor there have been very few ways to escape the selling outside of moving to cash.

Flexible investors and traders are making a killing to the short side as selling has been very broad based across sectors.

We are in a binary risk-on, risk-off phase of investing as evidenced by the increased correlations across sectors and the very high negative correlations of traditional safe havens/crash investments. (Bonds, Precious Metals + Precious Metals Miners)